Fewer than two percent of the papers we score link to code. That number is the single most useful filter in the archive: a paper with a repository can be re-run, not just re-read, which is the difference between a claim and a result. This page lists every paper whose abstract or page links a public repository, ranked by our rigor-weighted score so the most evidence-backed implementations come first. It regenerates daily as new papers are scored.
Two caveats before you clone anything. A repository is not a reproduction: check that it contains the data pipeline and evaluation code, not only the model, and that the data it expects is obtainable (see finding datasets for quant papers). And “code available” says nothing about correctness; the reproduction guide and the backtest evaluation checklist still apply.
Use the Has code filter in search to combine this with topic, quadrant, and rigor filters.
All papers with code, ranked
- Temporal Kolmogorov-Arnold Networks (T-KAN) for High-Frequency Limit Order Book Forecasting: Efficiency, Interpretability, and Alpha Decay Holy Grail Rigor 9 · code ↗ 2026
- Kronos: A Foundation Model for the Language of Financial Markets Holy Grail Rigor 9 · code ↗ 2025
- Machine Learning Enhanced Multi-Factor Quantitative Trading: A Cross-Sectional Portfolio Optimization Approach with Bias Correction Holy Grail Rigor 9 · code ↗ 2025
- A Deterministic Limit Order Book Simulator with Hawkes-Driven Order Flow Holy Grail Rigor 8 · code ↗ 2025
- AlphaSAGE: Structure-Aware Alpha Mining via GFlowNets for Robust Exploration Holy Grail Rigor 8 · code ↗ 2025
- Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure Holy Grail Rigor 7 · code ↗ 2025
- LSR-IGRU: Stock Trend Prediction Based on Long Short-Term Relationships and Improved GRU Holy Grail Rigor 8.5 · code ↗ 2024
- AI-Powered Energy Algorithmic Trading: Integrating Hidden Markov Models with Neural Networks Holy Grail Rigor 8.5 · code ↗ 2024
- QTMRL: An Agent for Quantitative Trading Decision-Making Based on Multi-Indicator Guided Reinforcement Learning Holy Grail Rigor 8 · code ↗ 2025
- MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model Holy Grail Rigor 8 · code ↗ 2024
- Alpha^2: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning Holy Grail Rigor 8 · code ↗ 2024
- Multi-relational Graph Diffusion Neural Network with Parallel Retention for Stock Trends Classification Holy Grail Rigor 8 · code ↗ 2024
- Stockformer: A Price-Volume Factor Stock Selection Model Based on Wavelet Transform and Multi-Task Self-Attention Networks Holy Grail Rigor 8 · code ↗ 2023
- Applying Deep Learning to Calibrate Stochastic Volatility Models Holy Grail Rigor 8 · code ↗ 2023
- Deep Reinforcement Learning for Automated Stock Trading: An Ensemble Strategy Holy Grail Rigor 8 · code ↗ 2025
- Signature-Informed Transformer for Asset Allocation Holy Grail Rigor 7 · code ↗ 2025
- An End-to-End Structure with Novel Position Mechanism and Improved EMD for Stock Forecasting Holy Grail Rigor 7 · code ↗ 2024
- Alpha-R1: Alpha Screening with LLM Reasoning via Reinforcement Learning Holy Grail Rigor 8.5 · code ↗ 2025
- A Game of Competition for Risk Holy Grail Rigor 6.5 · code ↗ 2023
- A Practical Machine Learning Approach for Dynamic Stock Recommendation Holy Grail Rigor 8 · code ↗ 2025
- Variational Quantum Circuit-Based Reinforcement Learning for Dynamic Portfolio Optimization Holy Grail Rigor 7.5 · code ↗ 2026
- TransCORALNet: A Two-Stream Transformer CORAL Networks for Supply Chain Credit Assessment Cold Start Holy Grail Rigor 7.5 · code ↗ 2023
- TLOB: A Novel Transformer Model with Dual Attention for Price Trend Prediction with Limit Order Book Data Holy Grail Rigor 7.5 · code ↗ 2025
- Political Leanings in Web3 Betting: Decoding the Interplay of Political and Profitable Motives Street Traders Rigor 8.5 · code ↗ 2024
- DeepAries: Adaptive Rebalancing Interval Selection for Enhanced Portfolio Selection Holy Grail Rigor 7 · code ↗ 2025
- Multi-Scale Network Dynamics and Systemic Risk: A Model Context Protocol Approach to Financial Markets Holy Grail Rigor 7 · code ↗ 2025
- FinRL-DeepSeek: LLM-Infused Risk-Sensitive Reinforcement Learning for Trading Agents Holy Grail Rigor 7 · code ↗ 2025
- Pretrained LLM Adapted with LoRA as a Decision Transformer for Offline RL in Quantitative Trading Holy Grail Rigor 7 · code ↗ 2024
- Stock Recommendations for Individual Investors: A Temporal Graph Network Approach with Mean-Variance Efficient Sampling Holy Grail Rigor 7 · code ↗ 2024
- Look-Ahead-Bench: a Standardized Benchmark of Look-ahead Bias in Point-in-Time LLMs for Finance Street Traders Rigor 8.5 · code ↗ 2026
- LLM-Enhanced Black-Litterman Portfolio Optimization Street Traders Rigor 8.5 · code ↗ 2025
- Agent Trading Arena: A Study on Numerical Understanding in LLM-Based Agents Street Traders Rigor 8.5 · code ↗ 2025
- R&D-Agent-Quant: A Multi-Agent Framework for Data-Centric Factors and Model Joint Optimization Street Traders Rigor 8 · code ↗ 2025
- Decision by Supervised Learning with Deep Ensembles: A Practical Framework for Robust Portfolio Optimization Street Traders Rigor 9 · code ↗ 2025
- PolyBench: Benchmarking LLM Forecasting and Trading Capabilities on Live Prediction Market Data Street Traders Rigor 8.5 · code ↗ 2026
- Explainable AI for Comprehensive Risk Assessment for Financial Reports: A Lightweight Hierarchical Transformer Network Approach Street Traders Rigor 8.5 · code ↗ 2025
- Risk Analysis of Passive Portfolios Street Traders Rigor 7.5 · code ↗ 2024
- When Token Transfers Do Not Mean Liquidity in Tokenized Real-World Assets Street Traders Rigor 8 · code ↗ 2026
- Multi-period Learning for Financial Time Series Forecasting Street Traders Rigor 8 · code ↗ 2025
- Fast-Vollib: A Fast Implied Volatility Library for Pythonwith PyTorch, JAX, and CUDA Fused-Kernel Backends Street Traders Rigor 8.5 · code ↗ 2026
- Blending gradient boosted trees and neural networks for point and probabilistic forecasting of hierarchical time series Street Traders Rigor 8.5 · code ↗ 2023
- A Mixed-Form PINNS (MF-PINNS) For Solving The Coupled Stokes-Darcy Equations Holy Grail Rigor 5 · code ↗ 2025
- When AI Meets Finance (StockAgent): Large Language Model-based Stock Trading in Simulated Real-world Environments Street Traders Rigor 8 · code ↗ 2024
- AI-Trader: Benchmarking Autonomous Agents in Real-Time Financial Markets Street Traders Rigor 8 · code ↗ 2025
- Trading-R1: Financial Trading with LLM Reasoning via Reinforcement Learning Street Traders Rigor 7 · code ↗ 2025
- ContestTrade: A Multi-Agent Trading System Based on Internal Contest Mechanism Street Traders Rigor 8 · code ↗ 2025
- Label Unbalance in High-frequency Trading Street Traders Rigor 8 · code ↗ 2025
- FinGPT: Open-Source Financial Large Language Models Street Traders Rigor 8 · code ↗ 2023
- The Construction of Instruction-tuned LLMs for Finance without Instruction Data Using Continual Pretraining and Model Merging Street Traders Rigor 8.5 · code ↗ 2024
- TradingAgents: Multi-Agents LLM Financial Trading Framework Street Traders Rigor 8 · code ↗ 2024
- UniFinEval: Towards Unified Evaluation of Financial Multimodal Models across Text, Images and Videos Street Traders Rigor 8 · code ↗ 2026
- PyFi: Toward Pyramid-like Financial Image Understanding for VLMs via Adversarial Agents Street Traders Rigor 7 · code ↗ 2025
- Optimizing Time Series Forecasting: A Comparative Study of Adam and Nesterov Accelerated Gradient on LSTM and GRU networks Using Stock Market data Street Traders Rigor 7 · code ↗ 2024
- The LLM Pro Finance Suite: Multilingual Large Language Models for Financial Applications Street Traders Rigor 8 · code ↗ 2025
- MambaStock: Selective state space model for stock prediction Lab Rats Rigor 4 · code ↗ 2024
- FinRL-X: An AI-Native Modular Infrastructure for Quantitative Trading Street Traders Rigor 6.5 · code ↗ 2026
- FinRobot: An Open-Source AI Agent Platform for Financial Applications using Large Language Models Street Traders Rigor 6 · code ↗ 2024
- PriceSeer: Evaluating Large Language Models in Real-Time Stock Prediction Street Traders Rigor 6.5 · code ↗ 2025
- Evaluating LLMs in Finance Requires Explicit Bias Consideration Street Traders Rigor 6.5 · code ↗ 2026
- NIFTY Financial News Headlines Dataset Street Traders Rigor 6.5 · code ↗ 2024
- Multimodal Gen-AI for Fundamental Investment Research Street Traders Rigor 5.5 · code ↗ 2023
- Hedging the Singularity Lab Rats Rigor 2 · code ↗ 2026
62 papers link a repository · ranked by rigor-weighted score
Why so few? Most q-fin preprints never mention code at all, and some that do link a URL that has since gone dark; we only flag links that are present on the paper’s page here. Know a repository for a paper we list without one? Leave a comment on that paper’s page and we will add it.
Next: how to find code for finance papers → · choosing papers to replicate → · download the full scored dataset →